The Role Of Hypothesis Testing In The Molding Of Econometric Models
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The Role Of Hypothesis Testing In The Molding Of Econometric Models
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Author : Kevin D. Hoover
language : en
Publisher:
Release Date : 2012
The Role Of Hypothesis Testing In The Molding Of Econometric Models written by Kevin D. Hoover and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
The paper is a keynote lecture from the Tilburg-Madrid Conference on Hypothesis Tests: Foundations and Applications at the Universidad Nacional de Educación a Distancia (UNED) Madrid, Spain, 15-16 December 2011. It addresses the role of tests of statistical hypotheses (specification tests) in selection of a statistically admissible model in which to evaluate economic hypotheses. The issue is formulated in the context of recent philosophical accounts on the nature of models and related to some results in the literature on specification search.
The Hypothesis Testing In The Large Econometric Models
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Author : Michio Hatanaka
language : en
Publisher:
Release Date : 1976
The Hypothesis Testing In The Large Econometric Models written by Michio Hatanaka and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with categories.
Disturbances In The Linear Model Estimation And Hypothesis Testing
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Author : C. Dubbelman
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Disturbances In The Linear Model Estimation And Hypothesis Testing written by C. Dubbelman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
1. 1. The general linear model All econometric research is based on a set of numerical data relating to certain economic quantities, and makes infer ences from the data about the ways in which these quanti ties are related (Malinvaud 1970, p. 3). The linear relation is frequently encountered in applied econometrics. Let y and x denote two economic quantities, then the linear relation between y and x is formalized by: where {31 and {32 are constants. When {31 and {32 are known numbers, the value of y can be calculated for every given value of x. Here y is the dependent variable and x is the explanatory variable. In practical situations {31 and {32 are unknown. We assume that a set of n observations on y and x is available. When plotting the ob served pairs (x l' YI)' (x ' Y2)' . . . , (x , Y n) into a diagram with x 2 n measured along the horizontal axis and y along the vertical axis it rarely occurs that all points lie on a straight line. Generally, no b 1 and b exist such that Yi = b + b x for i = 1,2, . . . ,n. Unless 2 l 2 i the diagram clearly suggests another type of relation, for instance quadratic or exponential, it is customary to adopt linearity in order to keep the analysis as simple as possible.
Disturbances In The Linear Model Estimation And Hypothesis Testing
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Author : Cornelis Dubbelman
language : en
Publisher:
Release Date : 1978
Disturbances In The Linear Model Estimation And Hypothesis Testing written by Cornelis Dubbelman and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Econometrics categories.
Specifying And Diagnostically Testing Econometric Models
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Author : Houston H. Stokes
language : en
Publisher: Greenwood
Release Date : 1991
Specifying And Diagnostically Testing Econometric Models written by Houston H. Stokes and has been published by Greenwood this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
This volume discusses and illustrates with output from actual problems a number of applied econometric techniques. Among the specific techniques covered are OLS specification tests, recursive residual analysis, limited dependent variable models, error component models, time series models, and optimal control analysis. For each, the author outlines the basic mathematical models involved, discusses and estimates a sample problem using the B34S Data Analysis System he developed to facilitate the calculations, displays and evaluates the output of the program, and explores follow-up models. The examples selected are taken from a variety of sources and reflect actual applied research. All results are completely documented in the text so that the reader does not need access to the B34S program in order to use the book effectively.
Econometric Analysis Of Model Selection And Model Testing
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Author : M. Ishaq Bhatti
language : en
Publisher: Ashgate Publishing, Ltd.
Release Date : 2006
Econometric Analysis Of Model Selection And Model Testing written by M. Ishaq Bhatti and has been published by Ashgate Publishing, Ltd. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
This book brings together the issues of optimal testing for misspecification in econometric modelling, the method of recent development in model selection and model testing with reference to applications in real data sets. It is ideal as a reference for statistical sciences postgraduate students, academic researchers and policy makers alike.
Multiple Hypotheses Testing In The Linear Regression Model With Applications To Economics And Finance
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Author : Raimund Alt
language : en
Publisher: Cuvillier Verlag
Release Date : 2005
Multiple Hypotheses Testing In The Linear Regression Model With Applications To Economics And Finance written by Raimund Alt and has been published by Cuvillier Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Recent Advances In Estimating Nonlinear Models
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Author : Jun Ma
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-24
Recent Advances In Estimating Nonlinear Models written by Jun Ma and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-24 with Business & Economics categories.
Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.
Methodology And History Of Economics
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Author : Bruce Caldwell
language : en
Publisher: Taylor & Francis
Release Date : 2022-08-18
Methodology And History Of Economics written by Bruce Caldwell and has been published by Taylor & Francis this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-18 with Business & Economics categories.
This edited volume provides an in-depth exploration into the influential work of Wade Hands, examining the changing relationship between methodology and the history of economics in connection with contemporary developments in economics. The papers in this volume fall into four parts, each devoted to an important theme in Wade Hands’ work. The first part explores the influence and scope of Reflection without Rules, capturing the rich debate that the book generated about what guides methodological and philosophical thinking in economics. The second part examines Hands’ research on Paul Samuelson’s economics and the methodological dimensions of Samuelson’s thinking. Part three looks to Hands’ long-standing interest in the philosophical foundations of pragmatist thinking. The final part addresses his more recent research in the methodological import of the emergence of behavioural economics. Together, the contributors show how Hands’ insights in complexity theory, identity, and stratification are key to understanding a reconfigured economic methodology. They also reveal how his willingness to draw from multiple academic disciplines gives us a platform for interrogating mainstream economics and provides the basis for a humane yet scientific alternative. This unique volume will be essential reading for advanced students and researchers across social economics, history of economic thought, economic methodology, political economy, and philosophy of social science.
Including A Symposium On Bruce Caldwell S Beyond Positivism After 35 Years
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Author : Luca Fiorito
language : en
Publisher: Emerald Group Publishing
Release Date : 2018-05-18
Including A Symposium On Bruce Caldwell S Beyond Positivism After 35 Years written by Luca Fiorito and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-18 with Business & Economics categories.
Volume 36A of Research in the History of Economic Thought and Methodology features a symposium on Bruce Caldwell’s Beyond Positivism after 35 years. The volume also features general-research essays from Luis Mireles-Flores and Alain Marciano. Luca Fiorito presents a new discovery from the archives.